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Thread Subject:
optimset

Subject: optimset

From: ankush chaudhary

Date: 21 Dec, 2012 13:20:12

Message: 1 of 3

Hello
I am trying to use optimset in matlab.
I could understand that it is used for optimization. There are two terms to use "TolFun" and "TolX".
I could not understand their usage.
Can somebody please explain this with proper example. Its urgent

Thanks

Subject: optimset

From: Alan_Weiss

Date: 21 Dec, 2012 13:54:45

Message: 2 of 3

On 12/21/2012 8:20 AM, ankush chaudhary wrote:
> Hello I am trying to use optimset in matlab.
> I could understand that it is used for optimization. There are two
> terms to use "TolFun" and "TolX". I could not understand their usage.
> Can somebody please explain this with proper example. Its urgent
>
> Thanks

Take a look at the documentation:
http://www.mathworks.com/help/optim/ug/setting-options.html#brhv4_o-1

For a more complete listing of options, see
http://www.mathworks.com/help/optim/ug/optimization-options-reference.html#bq47giw

For an example showing the effect of changing tolerances, see
http://www.mathworks.com/help/optim/examples/tutorial-for-the-optimization-toolbox.html

Alan Weiss
MATLAB mathematical toolbox documentation

Subject: optimset

From: Torsten

Date: 21 Dec, 2012 13:56:10

Message: 3 of 3

"ankush chaudhary" wrote in message <kb1nmc$cvl$1@newscl01ah.mathworks.com>...
> Hello
> I am trying to use optimset in matlab.
> I could understand that it is used for optimization. There are two terms to use "TolFun" and "TolX".
> I could not understand their usage.
> Can somebody please explain this with proper example. Its urgent
>
> Thanks

In short:
If from iteration (i-1) to i, the objective function changes by less than TolFun _or_
the solution variables change by less thanTolX, the optimizer will stop after iteration i.

Best wishes
Torsten.

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